I am as we speak dealing with the exact same thing, including recieving the same message from support to contact seller. I had 100 opt ins from 2 different sellers to recieve a PDF file and not 1 single email was opened. I even sent a follow up email and again not 1 has been opened. This is a definite problem, and makes it look like a total scam. It's not possible that not 1 email was opened when they signed up to recieve something specific.
Good luck. I gave up... not a single download using this method (here). I moved on.
I believe there may be a seller or two trying to get money here and not delivering anything real, but that is life. I have not had any issues like that with any seller on Udimi. I have had them ask me to NOT USE a double opt in because that does not work well. Most people on here get RESULTS or this site would not be around very long.